Average Daily Volume

Templar42

Junior member
41 0
The above figure is very easy to compute, but does anyone know where one could find data for the average daily volume by a certain time of day for FTSE 100 shares? This could be terribly handy for spotting momentum, but it's not available to me from either moneyam or my spreadbet providers.
 

Morris

Well-known member
301 2
Hi Templar, not sure if this helps, but Google now includes volume data, you can use the Googlefinance function in google docs:

=GoogleFinance(B$3, "Volume")

where the ticker is in B3.

It would be possible to build up historical data for a stock using this function.
 

Templar42

Junior member
41 0
Hi Templar, not sure if this helps, but Google now includes volume data, you can use the Googlefinance function in google docs:

=GoogleFinance(B$3, "Volume")

where the ticker is in B3.

It would be possible to build up historical data for a stock using this function.

Morris thanks very much for this; provided it's real time, that could be very handy for building up a free of charge database of average values by particular times. I tested the function and it works, although getting it to refresh automatically every minute and getting the results into an offline spreadsheet will probably be a challenge for less busy times!
 
 
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